Pages that link to "Item:Q2044408"
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The following pages link to Trimmed extreme value estimators for censored heavy-tailed data (Q2044408):
Displaying 6 items.
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Estimating extreme quantiles under random truncation (Q2351810) (← links)
- Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
